+77.0%
SO vs USFD
+188.3%
-111.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.5% | +3.0% | -4.4% | -1.9% |
| 30D | +8.1% | +11.1% | -3.0% | +6.7% |
| 3M | +0.2% | -0.3% | +0.5% | +0.1% |
| 6M | +0.4% | +15.9% | -15.5% | -1.5% |
| YTD | +8.5% | +41.6% | -33.1% | +3.9% |
| 1Y | +4.9% | +49.4% | -44.5% | -0.1% |
| 3Y | +47.9% | +157.8% | -109.9% | +31.4% |
| All | +77.0% | +188.3% | -111.3% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling